best.unbal.haar.bu: Best bottom-up Unbalanced Haar decomposition

In unbalhaar: Function Estimation via Unbalanced Haar Wavelets

Best bottom-up Unbalanced Haar decomposition

Description

The function finds the “best” bottom-up Unbalanced Haar (UH) decomposition of the input vector x.

Usage

best.unbal.haar.bu(x, stretch = length(x))

Arguments

x	a vector
stretch	at each iteration, only the first 1:stretch elements of the current input vector (whose length decreases by one with each iteration) get scanned in the search for the worst-fitting fine-scale Unbalanced Haar wavelet

Value

detail	A matrix of size 3 x n-1, where n is the length of x, containing the detail coefficients of x in the order they were chosen. Each column corresponds to a single coefficient and contains, from top to bottom: location of the coefficient, the associated weight, and the value of the coefficient.
smooth	the “smooth” component of x, equal to sum(x) / sqrt(n), where n is the length of x

Author(s)

Piotr Fryzlewicz

See Also

best.unbal.haar

Examples

best.unbal.haar.bu(rnorm(100))

unbalhaar documentation built on April 19, 2022, 5:05 p.m.